Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.73% | 1.31 CHF | 1.32 CHF | 150'000 | 150'000 | 140'473 | 140'473 | 191'950 CHF | 193'355 CHF | 100.00% | 100.00% |
12.07.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 195'945 CHF | 197'345 CHF | 100.00% | 100.00% |
11.07.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 140'000 | 140'000 | 139'903 | 139'903 | 190'946 CHF | 192'346 CHF | 100.00% | 100.00% |
10.07.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 189'164 CHF | 190'664 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 150'000 | 150'000 | 149'807 | 149'807 | 188'891 CHF | 190'391 CHF | 99.73% | 99.73% |
08.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 188'140 CHF | 189'640 CHF | 99.29% | 99.29% |
05.07.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 186'270 CHF | 187'770 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 182'131 CHF | 183'631 CHF | 99.63% | 99.63% |
03.07.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 171'754 CHF | 173'254 CHF | 100.00% | 100.00% |
02.07.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 168'103 CHF | 169'603 CHF | 100.00% | 100.00% |